Marc P. Giannoni

Federal Reserve Banks - Federal Reserve Bank of Dallas

Senior Vice President and Research Director

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

Center for Economic Policy Research (CEPR)

Research Affiliate

90-98 Goswell Road

London, EC1V 7RR

United Kingdom

SCHOLARLY PAPERS

31

DOWNLOADS
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Top 19,970

in Total Papers Downloads

3,268

SSRN CITATIONS
Rank 544

SSRN RANKINGS

Top 544

in Total Papers Citations

660

CROSSREF CITATIONS

1,153

Scholarly Papers (31)

1.

The Forward Guidance Puzzle

Number of pages: 32 Posted: 19 Oct 2012
Marco Del Negro, Marc P. Giannoni and Christina Patterson
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Northwestern University, Department of Economics
Downloads 973 (30,128)
Citation 163

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forward guidance, DSGE models

Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts

Number of pages: 58 Posted: 03 Jan 2012
John B. Donaldson, Natalia Gershun and Marc P. Giannoni
Columbia Business School - Finance and Economics, Pace University - Lubin School of Business and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 133 (274,314)
Citation 1

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executive compensation, delegation, indeterminacy and instability

Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts

EFA 2009 Bergen Meetings Paper
Number of pages: 44 Posted: 18 Feb 2009 Last Revised: 04 Jul 2011
John B. Donaldson, Natalia Gershun and Marc P. Giannoni
Columbia Business School - Finance and Economics, Pace University - Lubin School of Business and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 112 (311,261)
Citation 1

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delegation, executive compensation, indeterminacy and instability

Some Unpleasant General Equilibrium Implications of Executive Incentive Compensation Contracts

Number of pages: 45 Posted: 21 Jul 2009 Last Revised: 10 Jun 2021
John B. Donaldson, Natalia Gershun and Marc P. Giannoni
Columbia Business School - Finance and Economics, Pace University - Lubin School of Business and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 14 (720,573)

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3.

Has Monetary Policy Become Less Powerful?

Number of pages: 48 Posted: 30 Jan 2002
Jean Boivin, Jean Boivin and Marc P. Giannoni
Columbia Business SchoolHEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 234 (167,380)
Citation 25

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monetary transmission, vector autoregression, minimum distance estimation, dynamic general equilibrium model

4.

Assessing Changes in the Monetary Transmission Mechanism: A VAR Approach

Number of pages: 15 Posted: 26 Oct 2005
Jean Boivin, Jean Boivin and Marc P. Giannoni
Columbia Business SchoolHEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 225 (173,779)
Citation 5

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transmission of monetary policy, vector autoregression

5.
Downloads 204 (190,445)
Citation 40

Global Trends in Interest Rates

Number of pages: 67 Posted: 21 Sep 2018
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 153 (244,857)

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world interest rate, convenience yield, interest rate parity, VAR with common trends

Global Trends in Interest Rates

Number of pages: 68 Posted: 25 Oct 2018 Last Revised: 29 Apr 2020
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 41 (536,997)
Citation 24

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World Interest Rate, Convenience Yield, Interest Rate Parity, VAR with Common Trends

Global Trends in Interest Rates

Number of pages: 42 Posted: 17 Sep 2018 Last Revised: 02 Dec 2021
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 10 (754,750)
Citation 6

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6.

The FRBNY DSGE Model

Number of pages: 56 Posted: 24 Oct 2013
Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 191 (202,174)
Citation 22

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DSGE models, Bayesian estimation

7.
Downloads 158 (237,993)
Citation 12

DSGE Models in a Data-Rich Environment

Number of pages: 64 Posted: 24 Dec 2006 Last Revised: 29 Nov 2021
Jean Boivin, Jean Boivin and Marc P. Giannoni
Columbia Business SchoolHEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 60 (453,899)

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DSGE Models in a Data-Rich Environment

Banque de France Working Paper No. 162
Number of pages: 74 Posted: 21 Oct 2010
Jean Boivin, Jean Boivin and Marc P. Giannoni
Columbia Business SchoolHEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 48 (503,413)
Citation 4

Abstract:

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DSGE models, measurement error, large data sets, factor models, forecasting, MCMC, Bayesian estimation

DSGE Models in a Data-Rich Environment

Number of pages: 64 Posted: 24 Dec 2006
Jean Boivin, Jean Boivin and Marc P. Giannoni
Columbia Business SchoolHEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 26 (626,611)

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DSGE Models in a Data-Rich Environment

Number of pages: 64 Posted: 26 May 2012 Last Revised: 26 Nov 2021
Jean Boivin, Jean Boivin and Marc P. Giannoni
Columbia Business SchoolHEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 14 (720,573)
Citation 1

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DSGE Models in a Data-Rich Environment

Number of pages: 64 Posted: 26 Nov 2011 Last Revised: 01 Dec 2011
Jean Boivin, Jean Boivin and Marc P. Giannoni
Columbia Business SchoolHEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 10 (754,750)

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Inflation in the Great Recession and New Keynesian Models

Number of pages: 32 Posted: 18 May 2013
Marco Del Negro, Marc P. Giannoni and Frank Schorfheide
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Pennsylvania - Department of Economics
Downloads 85 (373,609)
Citation 9

Abstract:

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Great recession, fundamental inflation

Inflation in the Great Recession and New Keynesian Models

Number of pages: 52 Posted: 21 Apr 2014 Last Revised: 20 Oct 2021
Marco Del Negro, Marc P. Giannoni and Frank Schorfheide
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Pennsylvania - Department of Economics
Downloads 17 (695,689)
Citation 48

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9.
Downloads 96 (343,046)
Citation 215

Has Monetary Policy Become More Effective?

Number of pages: 55 Posted: 25 May 2006 Last Revised: 07 Nov 2021
Jean Boivin, Jean Boivin and Marc P. Giannoni
Columbia Business SchoolHEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 69 (421,813)
Citation 17

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Has Monetary Policy Become More Effective?

Number of pages: 57 Posted: 27 Apr 2006
Marc P. Giannoni, Jean Boivin and Jean Boivin
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia Business SchoolHEC Montreal
Downloads 27 (619,517)
Citation 14
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Transmission of monetary policy, minimum distance estimation, habit formation, vector autoregression, dynamic general equilibrium model, indeterminacy

10.

Safety, Liquidity, and the Natural Rate of Interest

Number of pages: 82 Posted: 12 May 2017
Federal Reserve Bank of New York, Centre for Economic Policy Research (CEPR), Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 92 (352,452)
Citation 45

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natural rate of interest, r*, DSGE models, liquidity, safety, convenience yield

11.

The Inflation-Output Trade-Off Revisited

Number of pages: 40 Posted: 31 Mar 2013
Gauti B. Eggertsson and Marc P. Giannoni
Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 84 (372,839)
Citation 4

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zero lower bound, trade-off

12.

Optimal Interest Rate Rules and Inflation Stabilization versus Price-Level Stabilization

Number of pages: 41 Posted: 10 Feb 2012
Marc P. Giannoni
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 75 (398,094)
Citation 17

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optimal monetary policy, Taylor rule, robust policy

13.

DSGE Forecasts of the Lost Recovery

Number of pages: 52 Posted: 15 Mar 2018 Last Revised: 17 Sep 2018
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas, University of California, Berkeley, Stanford University and Harvard University - Business School (HBS)
Downloads 60 (447,452)
Citation 11

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DSGE models, real-time forecasts, Great Recession, financial frictions

Dynamic Effects of Credit Shocks in a Data-Rich Environment

Number of pages: 55 Posted: 09 May 2013
Jean Boivin, Jean Boivin, Marc P. Giannoni and Dalibor Stevanovi
Columbia Business SchoolHEC Montreal, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 52 (485,880)
Citation 11

Abstract:

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credit shock, structural factor analysis

Dynamic Effects of Credit Shocks in a Data-Rich Environment

Number of pages: 57 Posted: 17 May 2013
Jean Boivin, Jean Boivin, Marc P. Giannoni and Dalibor Stevanovi
Columbia Business SchoolHEC Montreal, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 2 (825,714)
Citation 3
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Credit shock, Structural factor analysis

15.

Optimal Interest-Rate Rules: Ii. Applications

Number of pages: 102 Posted: 20 Jul 2003 Last Revised: 07 Oct 2021
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 52 (477,871)
Citation 14

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16.

Optimal Interest-Rate Rules: I. General Theory

Number of pages: 71 Posted: 10 Jan 2003 Last Revised: 27 Sep 2021
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 51 (481,953)

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17.
Downloads 49 (490,221)
Citation 9

Optimal Target Criteria for Stabilization Policy

Number of pages: 77 Posted: 22 Jan 2012
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 27 (619,517)
Citation 11

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Optimal policy, Target criterion, Dynamic model, Optimal control

Optimal Target Criteria for Stabilization Policy

Number of pages: 76 Posted: 22 Feb 2010 Last Revised: 23 Jul 2021
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 18 (687,782)
Citation 1

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Optimal Target Criteria for Stabilization Policy

Number of pages: 87 Posted: 09 Mar 2010
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 4 (806,085)
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dynamic model, optimal control, Optimal policy, target criterion

18.

Optimal Inflation Targeting Rules

Number of pages: 86 Posted: 01 Sep 2003 Last Revised: 28 Feb 2021
Marc P. Giannoni and Michael Woodford
Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University, Graduate School of Arts and Sciences, Department of Economics
Downloads 49 (490,221)
Citation 8

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Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data

Number of pages: 58 Posted: 12 Jan 2007 Last Revised: 18 Jul 2021
Jean Boivin, Jean Boivin, Marc P. Giannoni and Ilian Mihov
Columbia Business SchoolHEC Montreal, Federal Reserve Banks - Federal Reserve Bank of Dallas and INSEAD
Downloads 35 (569,465)
Citation 13

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Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data

Number of pages: 60 Posted: 14 May 2008
Jean Boivin, Jean Boivin, Marc P. Giannoni and Ilian Mihov
Columbia Business SchoolHEC Montreal, Federal Reserve Banks - Federal Reserve Bank of Dallas and INSEAD
Downloads 5 (797,649)
Citation 20
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Factor-augmented VAR, monetary policy, price stickiness

Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data

CFS Working Paper No. 2007/14
Posted: 08 Mar 2007
Jean Boivin, Jean Boivin, Marc P. Giannoni and Ilian Mihov
Columbia Business SchoolHEC Montreal, Federal Reserve Banks - Federal Reserve Bank of Dallas and INSEAD

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Sticky Prices, Monetary Policy, Disaggregated Prices, Imperfect Competition, Factor-Augmented Vector Autoregression Model (FAVAR)

Long-Term Debt Pricing and Monetary Policy Transmission under Imperfect Knowledge

Number of pages: 42 Posted: 10 Feb 2012
Stefano Eusepi, Marc P. Giannoni and Bruce J. Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 34 (575,231)
Citation 5

Abstract:

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long debt, expectations hypothesis of the yield curve

Long-Term Debt Pricing and Monetary Policy Transmission Under Imperfect Knowledge

Number of pages: 44 Posted: 01 Mar 2012
Stefano Eusepi, Marc P. Giannoni and Bruce J. Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 4 (806,085)
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Expectations Hypothesis of the Yield Curve, Expectations Stabilization, Long Debt, Optimal Monetary Policy, Transmission of Monetary Policy

21.

Global Forces and Monetary Policy Effectiveness

Number of pages: 53 Posted: 24 Jan 2008 Last Revised: 15 Jul 2010
Jean Boivin, Jean Boivin and Marc P. Giannoni
Columbia Business SchoolHEC Montreal and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 31 (578,297)
Citation 3

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22.

Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty

Number of pages: 54 Posted: 13 Apr 2006 Last Revised: 20 Aug 2021
Marc P. Giannoni
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 31 (578,297)
Citation 40

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23.

Optimal Interest-Rate Rules in a Forward-Looking Model, and Inflation Stabilization Versus Price-Level Stabilization

Number of pages: 46 Posted: 17 May 2010 Last Revised: 06 Sep 2021
Marc P. Giannoni
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 28 (596,293)

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24.

How Has the Euro Changed the Monetary Transmission?

Number of pages: 73 Posted: 28 Aug 2008 Last Revised: 11 Apr 2021
Jean Boivin, Jean Boivin, Benoit Mojon and Marc P. Giannoni
Columbia Business SchoolHEC Montreal, Banque de France and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 28 (596,293)
Citation 2

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25.

Some Implications of Learning for Price Stability

CAMA Working Paper No. 8/2017
Number of pages: 30 Posted: 19 Jan 2017
Stefano Eusepi, Marc P. Giannoni and Bruce Preston
University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Melbourne - Department of Economics
Downloads 24 (629,428)
Citation 5

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Optimal Monetary Policy, Learning Dynamics, Price Stability

26.

Dynamic Effects of Credit Shocks in a Data-Rich Environment

CIRANO - Scientific Publications, 2013s-11, Columbia Business School Research Paper No. 13-38
Posted: 23 May 2013
Jean Boivin, Marc P. Giannoni and Dalibor Stevanovi
Government of Canada - Department of Finance Canada, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 20 (650,588)
Citation 13

Abstract:

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credit shock, structural factor analysis

27.

A Unified Approach to Measuring u*

Number of pages: 76 Posted: 24 May 2019
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 15 (687,094)
Citation 3

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firm dynamics, demographics, business dynamism, macroeconomics

28.
Downloads 4 (773,335)
Citation 8

A Unified Approach to Measuring U

Number of pages: 76 Posted: 11 Jun 2019 Last Revised: 09 May 2021
Federal Reserve Banks - Federal Reserve Bank of New York, Independent, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Texas at Austin
Downloads 4 (806,085)
Citation 3

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A Unified Approach to Measuring U

Number of pages: 77 Posted: 07 Oct 2019
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Texas at Austin
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Citation 10
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29.

Medium-Term Money Neutrality and the Effective Lower Bound

Number of pages: 36 Posted: 17 Aug 2020 Last Revised: 18 Nov 2021
Gauti B. Eggertsson and Marc P. Giannoni
Brown University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 1 (802,241)
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30.

The Federal Reserve's Review of its Monetary Policy Framework: A Roadmap

Posted: 20 Jul 2021 Last Revised: 22 Jul 2021
Federal Reserve Banks - Federal Reserve Bank of AtlantaFederal Reserve Bank of Cleveland, Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Dallas and Board of Governors of the Federal Reserve System

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31.

The Federal Reserve’s Review of Its Monetary Policy Framework: A Roadmap

Posted: 16 Sep 2020
Federal Reserve Banks - Federal Reserve Bank of AtlantaFederal Reserve Bank of Cleveland, Federal Reserve Bank of Boston, Federal Reserve Banks - Federal Reserve Bank of Dallas and Board of Governors of the Federal Reserve System

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